Reports and historical datafiles are now available on the NYSE (NYA), AMEX (XAX) & NASDAQ (IXIC COMPQ) Composites. Due to runtime and facilities constraints, data currently includes only current & historical Price Data, Trend Channels, Total Index Volume and Advancing/Declining Issues with Volume. 7-29-04: A bug in the program code was corrected which caused the NYSE, AMEX & NASDAQ Composite datafiles to compile incorrectly. No other index or ETF datafiles were affected. Thank you, Tom, for promptly bringing this to my attention. This problem is fixed.
Although data is available from data vendors shortly after the close, corrections to the data often occurs and is not “final” until 4 to 5 hours after the close. In particular, the NYSE, AMEX & NASDAQ Composite statistics often do not update until this “final” posting. To address this issue, the program is now designed to accommodate an early run and then a “final” run later in the evening. This refinement will also facilitate Intraday updates (before the close) in the near future.
Major revisions in Current Report content and format are now completed and published to the site daily.
A major program rewrite has been completed to facilitate future expansion of the program.
Current and historical composite data on all sector HOLDRS is now available for download.